You're welcome!
We all gotta start somewhere, no need to apologise if you're unfamiliar with this any of the concepts or terminology--there's lots to learn! I'm happy to try to explain any of this stuff further--just ask if you have any questions.
Anyway, thanks for the pics--i agree it looks like the sockets aren't shorted or anything like that.
To answer your other questions: A5J3-20 translates to:
A5 (Lamp Driver Board) here's where that info is in the schematic: 1584786968.png
J3 (connector J3)
-20 is referring to the pin number on that connector.
Also note the other number on the left "78". That's a color code that can be looked up on the wire color chart elsewhere in the schematic. Here's the chart: Screenshot_20210211_201904_com.google.android.apps.docs(1).jpg
The first digit is the main wire color, the second digit is the stripe/tracer color. So in this case you have "78"--orange (7) with a black (8) stripe/tracer... So you'll find an Orange/black wire at pin 20 of the J3 connector on the Lamp Driver Board (A5). That wire runs from A5J3-20 down to the playfield, finally ending up at the ground tab for both of those sockets for the "maze qualified" arrows. Note there's 2 orange/black wires at one of those sockets and one orange/black wire at the other one? Those 2 lamp sockets are "daisy-chained"--the orange/black wire runs from the lamp driver (A5J3-20) to one lamp, then an *additional* orange/black wire is run from that socket to the other socket. From your pics: Screenshot_20210211_202505_org.mozilla.fennec_fdroid(1).jpg
That orange/black wire is on the ground side of the lamp socket. The DC voltage for the lamp is provided by the wire on the other part of the socket. What the SCR does is essentially provide a path to ground for the voltage coming into the lamp. When the SCR activates, the lamp comes on. When an SCR goes bad they often will "lock on" causing them to turn the lamp on and keep it activated for as long as the game is turned on. Looking at the schematic for the lamp driver, it appears that Q41 is the SCR that drives those 2 lamps. I'm thinking that's probably our culprit here. 1613214454(1).png
Do you have a multimeter?